New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

`grpreg` objective function inconsistency #51

Open

SzymonNowakowski opened this issue Jun 7, 2022 · 0 comments

SzymonNowakowski commented Jun 7, 2022 •

edited

Loading

There is an inconsistency in documentation and vignettes for grpreg objective function:

Instruction on page 15 defines the objective function as $$Q = \frac{1}{n} * loss + penalty$$
Models vignette defines the objective function as $$Q = \frac{1}{n} * loss + penalty$$
Penalties vignette, however, defines the objective function differently as $$Q = loss + penalty$$

I have tested the results of grpreg with glmnet on some examples and they are the same, so looking at glmnet objective function for Gaussian families I conclude that 1. and 2. are correct. Could you please update the Penalties vignette?

The text was updated successfully, but these errors were encountered:

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment